+892.4%
APP vs EFV
+84.2%
+808.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.4% | +11.3% | +11.5% |
| 7D | +71.2% | -0.7% | +71.9% | +71.1% |
| 30D | +39.1% | +0.9% | +38.2% | +36.4% |
| 3M | +16.5% | -3.6% | +20.1% | +21.1% |
| 6M | -16.6% | +2.5% | -19.1% | -20.1% |
| YTD | -41.9% | +13.2% | -55.1% | -52.3% |
| 1Y | -37.0% | +20.3% | -57.4% | -52.9% |
| 3Y | +892.4% | +84.9% | +807.5% | +281.1% |
| All | +892.4% | +84.2% | +808.2% | +281.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling